JP Morgan Put 95 WYNN 20.12.2024
/ DE000JK7ZU45
JP Morgan Put 95 WYNN 20.12.2024/ DE000JK7ZU45 /
2024-06-04 12:53:01 PM |
Chg.- |
Bid9:09:27 AM |
Ask9:09:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
- |
0.790 Bid Size: 2,000 |
0.850 Ask Size: 2,000 |
Wynn Resorts Ltd |
95.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JK7ZU4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
0.01 |
Time value: |
0.72 |
Break-even: |
79.85 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
8.22% |
Delta: |
-0.42 |
Theta: |
-0.02 |
Omega: |
-5.06 |
Rho: |
-0.24 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.79% |
1 Month |
|
|
-9.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.750 |
1M High / 1M Low: |
0.870 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.810 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.761 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |